-92.2%
NIO vs RL
+226.8%
-319.0%
-92.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -1.4% | +7.3% | +6.7% |
| 7D | +5.6% | -4.2% | +9.8% | +8.0% |
| 30D | -4.2% | +4.3% | -8.5% | -6.9% |
| 3M | -26.3% | -4.6% | -21.7% | -24.7% |
| 6M | -42.5% | +1.7% | -44.3% | -44.9% |
| YTD | -33.5% | +7.3% | -40.9% | -39.5% |
| 1Y | -52.7% | +20.8% | -73.4% | -60.6% |
| 3Y | -57.5% | +247.0% | -304.4% | -87.3% |
| All | -92.2% | +226.8% | -319.0% | -97.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling